+8,588.9%
CAT vs DRI
+8,060.6%
+528.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -6.3% | +4.2% | -10.5% | -7.5% |
| 30D | -26.8% | +15.7% | -42.5% | -30.1% |
| 3M | -30.0% | +5.8% | -35.8% | -31.6% |
| 6M | -34.6% | +18.4% | -53.0% | -38.5% |
| YTD | +2.9% | +28.2% | -25.3% | -5.8% |
| 1Y | +3.3% | +35.9% | -32.6% | -7.2% |
| 3Y | +153.7% | +67.7% | +85.9% | +111.3% |
| 5Y | +207.3% | +77.9% | +129.4% | +148.6% |
| 10Y | +674.0% | +338.7% | +335.3% | +340.4% |
| All | +8,588.9% | +8,060.6% | +528.3% | +2,243.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling